+23.9%
BABA vs XLB
+160.8%
-136.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.8% |
| 7D | +11.6% | -1.5% | +13.1% | +12.8% |
| 30D | +2.3% | +6.1% | -3.8% | -2.0% |
| 3M | -13.7% | 0.0% | -13.7% | -14.0% |
| 6M | -21.9% | 0.0% | -21.9% | -22.7% |
| YTD | -24.6% | +16.0% | -40.7% | -32.9% |
| 1Y | -34.1% | +24.7% | -58.8% | -44.4% |
| 3Y | +36.3% | +40.4% | -4.1% | +5.7% |
| 5Y | -26.7% | +30.7% | -57.4% | -40.0% |
| 10Y | +19.2% | +173.3% | -154.1% | -41.3% |
| All | +23.9% | +160.8% | -136.9% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling